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Rachev, Svetlozar T

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Spot and derivative pricing in the EEX power market 38 37 0
Rating based modeling of credit risk : theory and application of migration matrices 246 193 3
Credit portfolio risk and probability of default confidence sets through the business cycle 57 55 0
Treatment of incomplete data in the field of operational risk : the effects on parameter estimates, EL and UL figures 38 23 0
Quantifying risk in the electricity business : a RAROC-based approach 72 71 0
Estimation of operational value-at-risk in the presence of minimum collection threshold : an empirical study 34 28 0
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Rachev, Svetlozar T

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Rachev, Svetlozar T

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